Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -704169.3489 | -14564.6564 | -689604.6925 | 653688.9486 | -1162044.4739 | 1815733.4225 |
Total P&L (%) | -704.1693 | -14.5647 | -689.6047 | 653.6889 | -1162.0445 | 1815.7334 |
Avg Daily Profit (%) | -0.3781 | -0.0078 | -0.3703 | 0.1085 | 0 | 0.1587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -810220 | -76368 | -172809 | -2381555 | -1494626 | -1923120 |
Profit Factor | 0.4385 | 0.8954 | 0.3814 | 1.0939 | 0.4925 | 1.3884 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 52 | 22 | 30 | 48 | 20 | 28 |
Losing Trades | 37 | 23 | 14 | 41 | 25 | 16 |
Profitability (%) | 58.427 | 48.8889 | 68.1818 | 53.9326 | 44.4444 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.312 | 0.9361 | 0.178 | 0.9343 | 0.6157 | 0.7934 |
Largest Winning Trade | 40485 | 13611 | 40485 | 2607887 | 175794 | 2607887 |
Largest Losing Trade | -724017 | -14480 | -724017 | -1337695 | -342535 | -1337695 |
Avg Bars in Trades | 234 | 67 | 405 | 234 | 67 | 405 |
Avg Bars in Winners | 184 | 68 | 269 | 215 | 76 | 314 |
Avg Bars in Losers | 304 | 66 | 696 | 257 | 60 | 563 |
Bars Traded | 20877 | 3041 | 17835 | 20877 | 3041 | 17835 |
Profit Streak | 105.9912 | 105.9912 | 110.0746 | 105.9912 | 105.9912 | 110.0746 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578490 | -580582 | -577800 | -164943 | -582311 | 325093 |
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22347, "evaluation_days": 1862.25, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1598666400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758894443752, "expiration_time": 1764514742400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 123, "offset": 0, "std": 1.14759 } }, "second_band": { "type": "rma", "factors": { "length": 115, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ -704169.3489297983, -14564.656381513, -689604.6925482855, 653688.9485833846, -1162044.4739455862, 1815733.4225289724 ], [ -704.169349, -14.564656, -689.604693, 653.688949, -1162.044474, 1815.733423 ], [ -0.378128, -0.007821, -0.370307, 0.10852, 0, 0.158681 ], [ 10, 10, 10, 10, 10, 10 ], [ -810220, -76368, -172809, -2381555, -1494626, -1923120 ], [ 0.438465, 0.895412, 0.381382, 1.093856, 0.49253, 1.3884 ], [ 89, 45, 44, 89, 45, 44 ], [ 52, 22, 30, 48, 20, 28 ], [ 37, 23, 14, 41, 25, 16 ], [ 58.426966, 48.888889, 68.181818, 53.932584, 44.444444, 63.636364 ], [ 0.311985, 0.936113, 0.177978, 0.934336, 0.615662, 0.793371 ], [ 40485, 13611, 40485, 2607887, 175794, 2607887 ], [ -724017, -14480, -724017, -1337695, -342535, -1337695 ], [ 234, 67, 405, 234, 67, 405 ], [ 184, 68, 269, 215, 76, 314 ], [ 304, 66, 696, 257, 60, 563 ], [ 20877, 3041, 17835, 20877, 3041, 17835 ], [ 105.991247, 105.991247, 110.07458, 105.991247, 105.991247, 110.07458 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578490, -580582, -577800, -164943, -582311, 325093 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22347, "evaluation_days": 1862.25, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1598666400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758894443752, "expiration_time": 1764514742400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 123, "offset": 0, "std": 1.14759 } }, "second_band": { "type": "rma", "factors": { "length": 115, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|